+172.1%
ACGL vs ARMK
+106.7%
+65.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.2% | +2.7% | -0.5% | +1.5% |
| 30D | +12.3% | -1.5% | +13.8% | +12.4% |
| 3M | +11.8% | -11.6% | +23.4% | +15.2% |
| 6M | +17.5% | +6.7% | +10.7% | +14.4% |
| YTD | +14.3% | +47.4% | -33.1% | +0.5% |
| 1Y | +18.2% | +41.5% | -23.3% | +5.2% |
| 3Y | +33.2% | +95.5% | -62.4% | +5.4% |
| All | +172.1% | +106.7% | +65.4% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling